Emiliano Giudici (September 1, 2008 - August 31, 2013) Department: Economics/Finance Rank: Assistant Professor Qualification Status: AQ Tenure Status: Tenure-Track EDUCATION PHD, 2008. Institution: University of Texas Pan American Specialization/Major: Finance and International Business Dissertation: Three essays on the time varying nature of the variability of stock returns in frequency domain MS, 2003. Institution: University of Texas Pan American Specialization/Major: Mathematical Sciences BS, 2000. Institution: University of Texas Pan American Specialization/Major: Mechanical Engineering Honors: Cum laude PROFESSIONAL EMPLOYMENT Assistant Professor Stephen F. Austin State University, July 1, 2008 Guardiamarina Marina Militare Italiana, January 1, 1993 - April 1, 1994 Position Description: Officer in charge of a company of 120 recruits; duties included 24 hour watches during which I was in charge of the whole Naval Base INTELLECTUAL CONTRIBUTIONS Peer Reviewed Journal Articles Giudici, E., Phelps, R. T., Calafiore, P. (2012). An Excel Tool for Teaching the Central Limit Theorem to Undergraduate Business Students. Journal of Information Systems Technology and Planning, 5(13). http://journalseek.net/cgi-bin/journalseek/journalsearch.cgi?field=issn&query=1945-5267 Giudici, E., Grossmann, A. (2012). Random Diversification Over Time: The Case of Five European Countries Surrounding the Euro-Introduction. Financial Services Review, 21(Spring), 35-50. http://web.ebscohost.com/ehost/pdfviewer/pdfviewer?sid=012507e6-2f58-470d-acf8- fe5de00f70b0%40sessionmgr14&vid=5&hid=23
Grossmann, A., Giudici, E., Simpson, M. W. The Euro Conversion and Return Dynamics of European Financial Markets: A Frequency Domain Approach. Journal of Economics and Finance. http://link.springer.com/article/10.1007/s12197-011-9204-9 Giudici, E., You, Q. (2011). An Empirical Analysis of Technical Trading Strategies in Developed Equity Markets. International Journal of Accounting Information Science & Leadership, 4(9). www.intellectbase.org Giudici, E., Mollick, A. V. (2008). Convergence in Eastern Caribbean States. The Annals of Regional Science, 42(4), 893-909. http://www.springer.com/economics/regional+science/journal/168?detailspage=description Giudici, E., Simpson, M. W. (2012). An Examination of Stock Market Dynamics in the Frequency Domain. Advances in Investment Analysis and Portfolio Management, 5, 154-176. Other Related Works Giudici, E. Asymmetries in the Frequency Content of Equity Returns. (In Progress) Calafiore, P. J., Giudici, E. The Impact of Business Sentiment on Capital Structure: Evidence from Brazil. (In Progress) Giudici, E. The Impact of Macroeconomic Surprises to the Frequency Content of Equity Returns. (In Progress) Giudici, E., McClintock, A. W. (2013). In D. King, W. Xie (Ed.), Insider Trading Reporting and Day Trading: Is the Information Worth Its Cost? (Summer 2013 ed., vol. 28, pp. 119). Nashville, TN: International Handbook of Academic Research and Teaching. (Published) Giudici, E., Phelps, R. T., Calafiore, P. (2012). A Visual Basic Tool for Demonstrating the Statistical Properties of the Sampling Distribution of the Sample Mean. Nashville, TN: INTELLECTBASE INTERNATIONAL CONSORTIUM. Department of Economics & Finance (Published) Other Intellectual Contributions Proceedings Giudici, E., McClintock, A. W. (2013). In D. King, W. Xie (Ed.), Insider Trading Reporting and Day Trading: Is the Information Worth Its Cost? (Summer 2013 ed., vol. 28, pp. 119). Nashville, TN: International Handbook of Academic Research and Teaching. Proceedings of Intellectbase International Consortium. Giudici, E., Phelps, R. T., Calafiore, P. (2012). A Visual Basic Tool for Demonstrating the Statistical Properties of the Sampling Distribution of the Sample Mean. Nashville, TN. Proceedings of Intellectbase International Consortium. Presentations Phelps, R. T. (Presenter & Author), Giudici, E. (Author Only), Eighteenth Annual University of Kentucky Economics Teaching Workshop, "Look Mom No Coding: An Active Learning Solution for Understanding Sampling Distributions," University of Kentucky, Lexington Kentucky. (April 20, 2013). Calafiore, P. (Presenter & Author), Giudici, E. (Author Only), Academy of Business Research, "The Impact of Business Sentiment of Capital Structure: Evidence from Brazil," Biloxi, MS. (November 7, 2012).
Giudici, E. (Author Only), You, Q. (Presenter & Author), intellectbase international consortium, "An Empirical Analysis of Technical Trading Strategies in Developed Equity Markets," San Antonio, TX. (March 25, 2011). Giudici, E. (Author Only), Calafiore, P. J. (Presenter & Author), Academy of Economic and Finance 38th Annual Meeting, "The Impact of Business Sentiment on Capital Structure: Evidence from Brazil," Academy of Economic and Finance, Jacksonville, FL. (February 11, 2011). Giudici, E. (Author Only), Simpson, M. W. (Presenter & Author), Financial Management Association 2010 Annual Meeting, "Asymmetries in the Intraday Dynamics of Equity Returns: A Frequency Domain Approach," FMA, New York City, NY. (October 21, 2010). Giudici, E. (Author Only), Simpson, M. W. (Presenter & Author), Grossmann, A. (Author Only), Financial Management Association 2010 Annual Meeting, "The Impact of the Euro Conversion on the Return Dynamics of European Financial Markets: A Frequency Domain Approach," FMA, New York City, NY. (October 21, 2010). Giudici, E. (Presenter & Author), Simpson, M. W. (Author Only), Academy of Economics and Finance 2010 Meeting, "Asymmetries in the Intraday Dynamics of Equity Returns: A Frequency Domain Approach," Academy of Economics and Finance, Houston, TX. (February 11, 2010). Giudici, E., Simpson, M. W. (Author Only), Financial Management Association 2009 Meeting, "An Examination of Stock Market Dynamics in the Frequency Domain," FMA, Reno, NV. (October 22, 2009). Giudici, E. (Presenter & Author), Grossmann, A. (Author Only), Simpson, M. W. (Author Only), Southern Finance Association, "The Impact of the Euro-Conversion on the Efficiency and Correlation of European Financial Markets: a Frequency Domain Approach," Jacksonville State University, Jacksonville AL, Key West, FL. (November 22, 2008). Giudici, E. (Presenter & Author), Grossmann, A. (Author Only), Conference on Trends in Global Business, "Conditional CAPM and Market Integration Surrounding the Euro-Conversion: Evidence from Three European Markets," CIBER, New Haven, CT. (October 10, 2008). Poster Presentations Phelps, R. T. (Presenter & Author), Giudici, E. (Author Only), Calafiore, P. (Author Only), Conference on High Impact Practices, "Improvements in Method," SFA, SFA. (April 12, 2012). Giudici, E. (Presenter & Author), Bright Ideas Conference - 2010, "Applications of Time Varying Spectral Analysis to Examine the Dynamics of Equity Markets," SFASU, Nacogdoches, TX. (April 8, 2010). Ferguson, A. N. (Presenter & Author), Giudici, E. (Author Only), Bright Ideas Conference 2010, "Random Diversification and Risk Reduction," SFASU, Nacogdoches. (April 8, 2010). Media Contributions Newspaper, La Lengua. (September 24, 2008). Article in Spanish, "peligra la economia en EEUU?", Interview about the 2008 Financial Crisis HONORS AND RECOGNITIONS College Scholar, N. Rusche College of Business, Scholarship/Research. (April 1, 2013).
Active in Research Journal Publication Award Funding, N. Rusche College of Business. (September 16, 2011). Awarded $1758 based on scholarly productivity in academic year 2010-2011. Outstanding Professor Award, Phi Alpha Kappa. (April 27, 2010). TEACHING ACCOMPLISHMENTS Classes Taught Stephen F. Austin State University, Spring 2013 FIN 333 2, Intro Finl Mgmt Stephen F. Austin State University, Fall 2012 FIN 554 21, Inv Analys Port Mgmt FIN 475 2, Spec Problems in Finance Stephen F. Austin State University, Summer 2012 Stephen F. Austin State University, Spring 2012 FIN 333 5, Intro Finl Mgmt Stephen F. Austin State University, Fall 2011 FIN 554 21, Inv Analys Port Mgmt Stephen F. Austin State University, Summer 2011 Stephen F. Austin State University, Spring 2011 FIN 485 1, Intern Finance FIN 490 1, Student Investment Roundtable Stephen F. Austin State University, Fall 2010 FIN 357 2, Intro Investments Stephen F. Austin State University, Summer 2 2010 FIN 333 2, Intro Finl Mgmt Stephen F. Austin State University, Spring 2010
FIN 575 1, Special Problems FIN 490 1, Student Investment Roundtable Stephen F. Austin State University, Fall 2009 FIN 357 2, Intro Investments Stephen F. Austin State University, Summer 2 2009 FIN 333 2, Intro Finl Mgmt Stephen F. Austin State University, Spring 2009 FIN 357 2, Intro Investments Stephen F. Austin State University, Fall 2008 FIN 333 2, Intro Finl Mgmt Professional Development Workshop, "Online Instructor Certification", OIT. (January 10, 2013 - May 1, 2013). completed certification course for teaching online Workshop, "D2L self paced faculty training workshop", OIT. (September 1, 2012 - December 1, 2012). This course was a pre-requisite for the online teaching certification course. Conference Attendance, "Southern Finance Association". (November 19, 2008 - November 22, 2008). Attended sessions on finance pedagogy, financial technology and student managed funds. Faculty Development Conference Attendance, "2010 Annual Conference," Academy of Economics and Finance, Houston, Texas. (February 10, 2010 - February 13, 2010). Attended Sessions on Pedagogy and presented one paper Conference Attendance, "Southern Finance Association-2008 Meeting," Southern Finance Association, Nacogdoches. (November 19, 2008 - November 22, 2008). Attended sessions on finance pedagogy, financial technology and student managed funds. Teaching Innovations Spring 2012, FIN 333-5 administered quizzes online instead of in class. Spring 2012, FIN 357-1 1. changed class quizzes with an online version; 2. assigned a project in which students had to seek internship / job opportunities and prepare all the necessary material for applying Spring 2012, FIN 458-1
changed format of quizzes: from class quizzes to online. New project on portfolio optimization using Excel "solver" add-in. SERVICE ACCOMPLISHMENTS Professional Memberships Financial Management Association. Member. Southern Finance Association. member. Academy of Economics and Finance. member (January 1, 2010 - December 31, 2010). Professional Service Journal of Economics and Finance, Reviewer. Pro Bono, approximately 5 hours spent for the year. (September 1, 2012 - December 13, 2012). Reviewed manuscript JOEF-D-12-00058 journal of economics and finance, Reviewer. Pro Bono, approximately 20 hours spent for the year. (October 1, 2011 - October 27, 2011). reviewed manuscript JOEF-474 Journal of Economics and Finance, Reviewer. Pro Bono, approximately 4 hours spent for the year. (March 16, 2011). Reviewed manuscript number JOEF-386 Academy of Economics and Finance, Houston, Texas, Reviewer. approximately 5 hours spent for the year. (February 12, 2010). Discussed a paper by N. Hegwood and M. H. Tuttle, "Testing the Greenspan Hypothesis" Conference on Trends in Global Business, 2008, New Haven, CT, Track Chair. Pro Bono, approximately 2 hours spent for the year. (October 10, 2008). Chaired session 1B on Economics SFA Service research merit policy committee, Member. approximately 15 hours spent for the year. (January 10, 2013 - May 8, 2013). Together with Dr. Kouvliavtsev, wrote a draft of a policy to evaluate scholarly work for the purpose of merit and promotion. Electronic form for advising, developer of electronic form for advising. approximately 15 hours spent for the year. (September 1, 2012 - November 1, 2012). developed a spreadsheet to facilitate the process of advising students. developed a spreadsheet to facilitate the process of advising students. Merit policy Committee, Member. approximately 5 hours spent for the year. (September 1, 2011 - August 31, 2012). Rewrote the departmental merit policy to reflect the new college merit policy Phi Alpha Kappa (Finance Club), Student Organization Advisor. approximately 40 hours spent for the year. (September 1, 2011 - August 31, 2012). Supervised biweekly meetings (15hrs); Organized social activities (soccer game w. faculty, dinner with faculty, etc. 12hrs);
Organized Award Banquet (18 hrs) Served as faculty advisor of the student organization; Directed the organization of the annual Spring banquet. Phi Alpha Kappa (Finance Club), Advisor. approximately 25 hours spent for the year. (September 1, 2009 - August 31, 2011). Served as faculty advisor of the student organization; Directed the organization of the annual Spring banquet. Showcase Saturday, Representative for the department. approximately 4 hours spent for the year. (February 26, 2011). Provided information about the department to prospective students and their families. Policy Committee, Member. approximately 5 hours spent for the year. (January 22, 2013 - August 31, 2013). selected recipient of Service Award research excellence committee, Member. approximately 10 hours spent for the year. (September 1, 2012 - August 31, 2013). Selected research articles for Undergraduate Research Conference; Provide feedback to proposals for Faculty Development Leave applications. Research Excellence Committee, Member. approximately 25 hours spent for the year. (September 1, 2011 - August 31, 2012). Ranked research for Undergraduate Research Conference; Provided feedback to applicants for sabbaticals and other internal grants; Ranked research for Outstanding Researcher Award; Ranked research for Bright Ideas Conference; Student Awards & Scholarship Committee, Chairperson. approximately 15 hours spent for the year. (September 1, 2011 - August 31, 2012). Review student scholarship applications and choose the best match according to the donor s wishes. Select COB recipients. in addition to the described activity, I attended seminar with Alumni Association to learn the capabilities of scholarship database Research Excellence Committee, Member. approximately 20 hours spent for the year. (September 2010 - August 31, 2011). Ranked research for Research Excellence Award; Provided feedback to applicants for sabbaticals and other internal grants. Student Awards and Scholarship Committee, Member. approximately 20 hours spent for the year. (September 1, 2010 - August 31, 2011). Review student scholarship applications and choose the best match according to the donor s wishes. Select COB recipients. Scholarship Committee, Member. approximately 3 hours spent for the year. (September 1, 2009 - May 15, 2010). Ranked applicants for award of scholarships. This was a subcommittee of the College Council. Faculty Research Council, Member. approximately 20 hours spent for the year. (September 1, 2008 - May 15, 2010). Evaluated scholarly work for College Research Award; Evaluated Scholarly work for 2010 Bright Ideas Research Conference; Evaluated student's papers for the Spring Undergraduate Research Conference.
College Council, Member. approximately 25 hours spent for the year. (September 1, 2009 - May 10, 2010). Rewrite AQ / PQ policy for the College; Evaluate proposals for new courses; Evaluate modifications of policies in light of AACSB visitations. Phi Alpha Kappa (Finance Club), Student Organization Advisor. approximately 30 hours spent for the year. (September 1, 2012 - August 31, 2013). supervised meetings (15 hrs); supervised social events (bowling, soccer game with faculty - 10 hrs); Visit Mast Motorsports (2 hrs); Visit Federal Reserve Bank Dallas (10 hrs); Showcase Saturday, participant. approximately 2 hours spent for the year. (April 6, 2013). Attended Showcase Saturday - advised students on careers in Finance and Economics. Showcase Saturday, Member. approximately 4 hours spent for the year. (March 31, 2012). Interact with potential students visiting the university Showcase Saturday, Representative for the department. approximately 4 hours spent for the year. (February 20, 2010). Provided information about the department to prospective students and their families. Showcase Saturday, Representative for the Department. approximately 4 hours spent for the year. (November 14, 2009). Provided information about the department to prospective students and their families. Showcase Saturday, Member. approximately 4 hours spent for the year. (March 28, 2009). Provided information about the department to prospective students and their families.